Application of Machine Learning: An Analysis of Asian Options Pricing Using Neural Network

Zhou Fang, K. M. George. Application of Machine Learning: An Analysis of Asian Options Pricing Using Neural Network. In Omar Hussain, Lihong Jiang, Xiang Fei, Ci-Wei Lan, Kuo-Ming Chao, editors, 14th IEEE International Conference on e-Business Engineering, ICEBE 2017, Shanghai, China, November 4-6, 2017. pages 142-149, IEEE Computer Society, 2017. [doi]

@inproceedings{FangG17-3,
  title = {Application of Machine Learning: An Analysis of Asian Options Pricing Using Neural Network},
  author = {Zhou Fang and K. M. George},
  year = {2017},
  doi = {10.1109/ICEBE.2017.30},
  url = {http://doi.ieeecomputersociety.org/10.1109/ICEBE.2017.30},
  researchr = {https://researchr.org/publication/FangG17-3},
  cites = {0},
  citedby = {0},
  pages = {142-149},
  booktitle = {14th IEEE International Conference on e-Business Engineering, ICEBE 2017, Shanghai, China, November 4-6, 2017},
  editor = {Omar Hussain and Lihong Jiang and Xiang Fei and Ci-Wei Lan and Kuo-Ming Chao},
  publisher = {IEEE Computer Society},
  isbn = {978-1-5386-1412-9},
}